-66.4%
HUBS vs VALE
+40.3%
-106.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -9.0% | -0.3% | -8.7% | -9.0% |
| 30D | +7.2% | +8.6% | -1.4% | +6.0% |
| 3M | +20.9% | +2.0% | +18.9% | +20.3% |
| 6M | -13.0% | +2.1% | -15.1% | -14.0% |
| YTD | -43.8% | +20.2% | -64.1% | -47.0% |
| 1Y | -54.6% | +55.2% | -109.8% | -59.6% |
| 3Y | -58.5% | +45.9% | -104.3% | -63.1% |
| All | -66.4% | +40.3% | -106.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling